/* multiroots.c Ruby/GSL: Ruby extension library for GSL (GNU Scientific Library) (C) Copyright 2001-2006 by Yoshiki Tsunesada Ruby/GSL is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY. */ #include "include/rb_gsl.h" #include "include/rb_gsl_common.h" #include "include/rb_gsl_array.h" #include "include/rb_gsl_function.h" #include #ifndef CHECK_MULTIROOT_FUNCTION #define CHECK_MULTIROOT_FUNCTION(x) if(CLASS_OF(x)!=cgsl_multiroot_function) \ rb_raise(rb_eTypeError, \ "wrong argument type %s (GSL::MultiRoot::Function expected)", \ rb_class2name(CLASS_OF(x))); #endif #ifndef CHECK_MULTIROOT_FUNCTION_FDF #define CHECK_MULTIROOT_FUNCTION_FDF(x) if(CLASS_OF(x)!=cgsl_multiroot_function_fdf) \ rb_raise(rb_eTypeError, \ "wrong argument type %s (GSL::MultiRoot::Function_fdf expected)", \ rb_class2name(CLASS_OF(x))); #endif static VALUE cgsl_multiroot_function; static VALUE cgsl_multiroot_function_fdf; enum { GSL_MULTIROOT_FDFSOLVER_HYBRIDSJ, GSL_MULTIROOT_FDFSOLVER_HYBRIDJ, GSL_MULTIROOT_FDFSOLVER_NEWTON, GSL_MULTIROOT_FDFSOLVER_GNEWTON, GSL_MULTIROOT_FSOLVER_HYBRIDS, GSL_MULTIROOT_FSOLVER_HYBRID, GSL_MULTIROOT_FSOLVER_DNEWTON, GSL_MULTIROOT_FSOLVER_BROYDEN, }; static void gsl_multiroot_function_fdf_mark(gsl_multiroot_function_fdf *f); static void gsl_multiroot_function_mark(gsl_multiroot_function *f); static void gsl_multiroot_function_free(gsl_multiroot_function *f); static int rb_gsl_multiroot_function_f(const gsl_vector *x, void *p, gsl_vector *f); static void set_function(int i, VALUE *argv, gsl_multiroot_function *F); static void gsl_multiroot_function_fdf_free(gsl_multiroot_function_fdf *f); static int rb_gsl_multiroot_function_fdf_f(const gsl_vector *x, void *p, gsl_vector *f); static int rb_gsl_multiroot_function_fdf_df(const gsl_vector *x, void *p, gsl_matrix *J); static int rb_gsl_multiroot_function_fdf_fdf(const gsl_vector *x, void *p, gsl_vector *f, gsl_matrix *J); static void set_function_fdf(int i, VALUE *argv, gsl_multiroot_function_fdf *F); static const gsl_multiroot_fsolver_type* get_fsolver_type(VALUE t); static const gsl_multiroot_fdfsolver_type* get_fdfsolver_type(VALUE t); static VALUE rb_gsl_multiroot_function_new(int argc, VALUE *argv, VALUE klass) { gsl_multiroot_function *F = NULL; VALUE ary; size_t i; F = ALLOC(gsl_multiroot_function); F->f = &rb_gsl_multiroot_function_f; ary = rb_ary_new2(2); /* (VALUE) F->params = ary;*/ F->params = (void *) ary; if (rb_block_given_p()) rb_ary_store(ary, 0, rb_block_proc()); else rb_ary_store(ary, 0, Qnil); rb_ary_store(ary, 1, Qnil); switch (argc) { case 0: break; case 1: set_function(0, argv, F); break; case 2: case 3: for (i = 0; (int) i < argc; i++) set_function(i, argv, F); break; default: rb_raise(rb_eArgError, "wrong number of arguments"); break; } return Data_Wrap_Struct(klass, gsl_multiroot_function_mark, gsl_multiroot_function_free, F); } static void gsl_multiroot_function_free(gsl_multiroot_function *f) { free((gsl_multiroot_function *) f); } static void gsl_multiroot_function_mark(gsl_multiroot_function *f) { size_t i; rb_gc_mark((VALUE) f->params); // for (i = 0; i < RARRAY(f->params)->len; i++) for (i = 0; (int) i < RARRAY_LEN(f->params); i++) rb_gc_mark(rb_ary_entry((VALUE) f->params, i)); } static int rb_gsl_multiroot_function_f(const gsl_vector *x, void *p, gsl_vector *f) { VALUE vx, vf; VALUE vp, proc; vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x); vf = Data_Wrap_Struct(cgsl_vector, 0, NULL, f); proc = rb_ary_entry((VALUE) p, 0); vp = rb_ary_entry((VALUE) p, 1); if (NIL_P(vp)) rb_funcall(proc, RBGSL_ID_call, 2, vx, vf); else rb_funcall(proc, RBGSL_ID_call, 3, vx, vp, vf); return GSL_SUCCESS; } static VALUE rb_gsl_multiroot_function_eval(VALUE obj, VALUE vx) { gsl_multiroot_function *F = NULL; gsl_vector *f = NULL; VALUE vp, proc, vf, ary; Data_Get_Struct(obj, gsl_multiroot_function, F); ary = (VALUE) F->params; f = gsl_vector_alloc(F->n); vf = Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, f); proc = rb_ary_entry(ary, 0); vp = rb_ary_entry(ary, 1); if (NIL_P(vp)) rb_funcall(proc, RBGSL_ID_call, 2, vx, vf); else rb_funcall(proc, RBGSL_ID_call, 3, vx, vp, vf); return vf; } static void set_function(int i, VALUE *argv, gsl_multiroot_function *F) { VALUE ary; ary = (VALUE) F->params; if (TYPE(argv[i]) == T_FIXNUM) F->n = FIX2INT(argv[i]); else if (rb_obj_is_kind_of(argv[i], rb_cProc)) rb_ary_store(ary, 0, argv[i]); else if (TYPE(argv[i]) == T_ARRAY || rb_obj_is_kind_of(argv[i], cgsl_vector) || TYPE(argv[i]) == T_FIXNUM || TYPE(argv[i]) == T_FLOAT) { rb_ary_store(ary, 1, argv[i]); } else { rb_raise(rb_eTypeError, "wrong type of argument %d (Fixnum or Proc)", i); } } static VALUE rb_gsl_multiroot_function_set_f(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_function *F = NULL; VALUE ary; size_t i; Data_Get_Struct(obj, gsl_multiroot_function, F); ary = (VALUE) F->params; if (rb_block_given_p()) rb_ary_store(ary, 0, rb_block_proc()); switch (argc) { case 1: set_function(0, argv, F); break; case 2: case 3: for (i = 0; (int) i < argc; i++) set_function(i, argv, F); break; default: rb_raise(rb_eArgError, "wrong number of arguments"); break; } return obj; } static VALUE rb_gsl_multiroot_function_set_params(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_function *F = NULL; VALUE ary, ary2; size_t i; if (argc == 0) return obj; Data_Get_Struct(obj, gsl_multiroot_function, F); if (F->params == NULL) { ary = rb_ary_new2(4); /* (VALUE) F->params = ary;*/ F->params = (void *) ary; } else { ary = (VALUE) F->params; } if (argc == 1) rb_ary_store(ary, 1, argv[0]); else { ary2 = rb_ary_new2(argc); for (i = 0; (int) i < argc; i++) rb_ary_store(ary2, i, argv[i]); rb_ary_store(ary, 1, ary2); } return obj; } static VALUE rb_gsl_multiroot_function_params(VALUE obj) { gsl_multiroot_function *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function, F); return rb_ary_entry((VALUE) F->params, 1); } static VALUE rb_gsl_multiroot_function_n(VALUE obj) { gsl_multiroot_function *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function, F); return INT2FIX(F->n); } /*** multiroot_function_fdf ***/ static void set_function_fdf(int argc, VALUE *argv, gsl_multiroot_function_fdf *F); static VALUE rb_gsl_multiroot_function_fdf_new(int argc, VALUE *argv, VALUE klass) { gsl_multiroot_function_fdf *F = NULL; VALUE ary; F = ALLOC(gsl_multiroot_function_fdf); F->f = &rb_gsl_multiroot_function_fdf_f; F->df = &rb_gsl_multiroot_function_fdf_df; F->fdf = &rb_gsl_multiroot_function_fdf_fdf; ary = rb_ary_new2(4); /* (VALUE) F->params = ary;*/ F->params = (void *) ary; rb_ary_store(ary, 2, Qnil); rb_ary_store(ary, 3, Qnil); set_function_fdf(argc, argv, F); return Data_Wrap_Struct(klass, gsl_multiroot_function_fdf_mark, gsl_multiroot_function_fdf_free, F); } static void gsl_multiroot_function_fdf_free(gsl_multiroot_function_fdf *f) { free((gsl_multiroot_function_fdf *) f); } static void gsl_multiroot_function_fdf_mark(gsl_multiroot_function_fdf *f) { size_t i; rb_gc_mark((VALUE) f->params); // for (i = 0; i < RARRAY(f->params)->len; i++) for (i = 0; (int) i < RARRAY_LEN(f->params); i++) rb_gc_mark(rb_ary_entry((VALUE) f->params, i)); } static void set_function_fdf(int argc, VALUE *argv, gsl_multiroot_function_fdf *F) { VALUE ary; if (F->params == NULL) { ary = rb_ary_new2(4); /* (VALUE) F->params = ary;*/ F->params = (void *) ary; } else { ary = (VALUE) F->params; } rb_ary_store(ary, 2, Qnil); rb_ary_store(ary, 3, Qnil); switch (argc) { case 1: if (TYPE(argv[0]) != T_FIXNUM) rb_raise(rb_eTypeError, "Fixnum expected"); F->n = FIX2INT(argv[0]); break; case 2: rb_ary_store(ary, 0, argv[0]); rb_ary_store(ary, 1, argv[1]); rb_ary_store(ary, 2, Qnil); break; case 3: rb_ary_store(ary, 0, argv[0]); rb_ary_store(ary, 1, argv[1]); if (TYPE(argv[2]) == T_FIXNUM) { F->n = FIX2INT(argv[2]); rb_ary_store(ary, 2, Qnil); } else { rb_ary_store(ary, 2, argv[2]); } break; case 4: rb_ary_store(ary, 0, argv[0]); rb_ary_store(ary, 1, argv[1]); if (TYPE(argv[2]) == T_FIXNUM) { F->n = FIX2INT(argv[2]); rb_ary_store(ary, 2, Qnil); rb_ary_store(ary, 3, argv[3]); } else { rb_ary_store(ary, 2, argv[2]); F->n = FIX2INT(argv[3]); rb_ary_store(ary, 3, Qnil); } break; case 5: if (TYPE(argv[0]) == T_FIXNUM) { F->n = FIX2INT(argv[0]); rb_ary_store(ary, 0, argv[1]); rb_ary_store(ary, 1, argv[2]); rb_ary_store(ary, 2, argv[3]); } else { rb_ary_store(ary, 0, argv[0]); rb_ary_store(ary, 1, argv[1]); rb_ary_store(ary, 2, argv[2]); F->n = FIX2INT(argv[3]); } rb_ary_store(ary, 3, argv[4]); break; default: rb_raise(rb_eArgError, "wrong number of arguments (1, 3, or 4)"); break; } } static VALUE rb_gsl_multiroot_function_fdf_set_params(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_function_fdf *F = NULL; VALUE ary, ary2; size_t i; if (argc == 0) return obj; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); if (F->params == NULL) { ary = rb_ary_new2(4); /* (VALUE) F->params = ary;*/ F->params = (void *) ary; } else { ary = (VALUE) F->params; } if (argc == 1) rb_ary_store(ary, 3, argv[0]); else { ary2 = rb_ary_new2(argc); for (i = 0; (int) i < argc; i++) rb_ary_store(ary2, i, argv[i]); rb_ary_store(ary, 3, ary2); } return obj; } static VALUE rb_gsl_multiroot_function_fdf_set(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_function_fdf *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); set_function_fdf(argc, argv, F); return obj; } static int rb_gsl_multiroot_function_fdf_f(const gsl_vector *x, void *p, gsl_vector *f) { VALUE vx, vf, ary; VALUE proc, vp; vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x); vf = Data_Wrap_Struct(cgsl_vector, 0, NULL, f); ary = (VALUE) p; proc = rb_ary_entry(ary, 0); vp = rb_ary_entry(ary, 3); if (NIL_P(vp)) rb_funcall(proc, RBGSL_ID_call, 2, vx, vf); else rb_funcall(proc, RBGSL_ID_call, 3, vx, vp, vf); return GSL_SUCCESS; } static int rb_gsl_multiroot_function_fdf_df(const gsl_vector *x, void *p, gsl_matrix *J) { VALUE vx, vJ, ary; VALUE proc, vp; vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x); vJ = Data_Wrap_Struct(cgsl_matrix, 0, NULL, J); ary = (VALUE) p; proc = rb_ary_entry(ary, 1); vp = rb_ary_entry(ary, 3); if (NIL_P(vp)) rb_funcall(proc, RBGSL_ID_call, 2, vx, vJ); else rb_funcall(proc, RBGSL_ID_call, 3, vx, vp, vJ); return GSL_SUCCESS; } static int rb_gsl_multiroot_function_fdf_fdf(const gsl_vector *x, void *p, gsl_vector *f, gsl_matrix *J) { VALUE vx, vf, vJ, ary; VALUE proc_f, proc_df, proc_fdf, vp; vx = Data_Wrap_Struct(cgsl_vector, 0, NULL, (gsl_vector *) x); vf = Data_Wrap_Struct(cgsl_vector, 0, NULL, f); vJ = Data_Wrap_Struct(cgsl_matrix, 0, NULL, J); ary = (VALUE) p; proc_f = rb_ary_entry(ary, 0); proc_df = rb_ary_entry(ary, 1); proc_fdf = rb_ary_entry(ary, 2); vp = rb_ary_entry(ary, 3); if (NIL_P(proc_fdf)) { if (NIL_P(vp)) { rb_funcall(proc_f, RBGSL_ID_call, 2, vx, vf); rb_funcall(proc_df, RBGSL_ID_call, 2, vx, vJ); } else { rb_funcall(proc_f, RBGSL_ID_call, 3, vx, vp, vf); rb_funcall(proc_df, RBGSL_ID_call, 3, vx, vp, vJ); } } else { if (NIL_P(vp)) rb_funcall(proc_fdf, RBGSL_ID_call, 3, vx, vf, vJ); else rb_funcall(proc_fdf, RBGSL_ID_call, 4, vx, vp, vf, vJ); } return GSL_SUCCESS; } static VALUE rb_gsl_multiroot_function_fdf_params(VALUE obj) { gsl_multiroot_function_fdf *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); return rb_ary_entry((VALUE) F->params, 3); } static VALUE rb_gsl_multiroot_function_fdf_n(VALUE obj) { gsl_multiroot_function_fdf *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); return INT2FIX(F->n); } /**********/ static void multiroot_define_const(VALUE klass1, VALUE klass2); static void multiroot_define_const(VALUE klass1, VALUE klass2) { rb_define_const(klass1, "HYBRIDSJ", INT2FIX(GSL_MULTIROOT_FDFSOLVER_HYBRIDSJ)); rb_define_const(klass1, "HYBRIDJ", INT2FIX(GSL_MULTIROOT_FDFSOLVER_HYBRIDJ)); rb_define_const(klass1, "NEWTON", INT2FIX(GSL_MULTIROOT_FDFSOLVER_NEWTON)); rb_define_const(klass1, "GNEWTON", INT2FIX(GSL_MULTIROOT_FDFSOLVER_GNEWTON)); rb_define_const(klass2, "HYBRIDS", INT2FIX(GSL_MULTIROOT_FSOLVER_HYBRIDS)); rb_define_const(klass2, "HYBRID", INT2FIX(GSL_MULTIROOT_FSOLVER_HYBRID)); rb_define_const(klass2, "DNEWTON", INT2FIX(GSL_MULTIROOT_FSOLVER_DNEWTON)); rb_define_const(klass2, "BROYDEN", INT2FIX(GSL_MULTIROOT_FSOLVER_BROYDEN)); } #include static const gsl_multiroot_fsolver_type* get_fsolver_type(VALUE t) { char name[32]; switch (TYPE(t)) { case T_STRING: strcpy(name,STR2CSTR(t)); if (str_tail_grep(name, "hybrids") == 0) return gsl_multiroot_fsolver_hybrids; else if (str_tail_grep(name, "hybrid") == 0) return gsl_multiroot_fsolver_hybrid; else if (str_tail_grep(name, "dnewton") == 0) return gsl_multiroot_fsolver_dnewton; else if (str_tail_grep(name, "broyden") == 0) return gsl_multiroot_fsolver_broyden; else rb_raise(rb_eTypeError, "%s: unknown algorithm", name); break; case T_FIXNUM: switch (FIX2INT(t)) { case GSL_MULTIROOT_FSOLVER_HYBRIDS: return gsl_multiroot_fsolver_hybrids; break; case GSL_MULTIROOT_FSOLVER_HYBRID: return gsl_multiroot_fsolver_hybrid; break; case GSL_MULTIROOT_FSOLVER_DNEWTON: return gsl_multiroot_fsolver_dnewton; break; case GSL_MULTIROOT_FSOLVER_BROYDEN: return gsl_multiroot_fsolver_broyden; break; default: rb_raise(rb_eTypeError, "%d: unknown algorithm", FIX2INT(t)); break; } break; default: rb_raise(rb_eTypeError, "wrong type argument (Fixnum or String expected)"); break; } } static const gsl_multiroot_fdfsolver_type* get_fdfsolver_type(VALUE t) { char name[32]; switch (TYPE(t)) { case T_STRING: strcpy(name,STR2CSTR(t)); if (str_tail_grep(name, "hybridsj") == 0) return gsl_multiroot_fdfsolver_hybridsj; else if (str_tail_grep(name, "hybridj") == 0) return gsl_multiroot_fdfsolver_hybridj; else if (str_tail_grep(name, "gnewton") == 0) return gsl_multiroot_fdfsolver_gnewton; else if (str_tail_grep(name, "newton") == 0) return gsl_multiroot_fdfsolver_newton; else rb_raise(rb_eTypeError, "%s: unknown algorithm", name); break; case T_FIXNUM: switch (FIX2INT(t)) { case GSL_MULTIROOT_FDFSOLVER_HYBRIDSJ: return gsl_multiroot_fdfsolver_hybridsj; break; case GSL_MULTIROOT_FDFSOLVER_HYBRIDJ: return gsl_multiroot_fdfsolver_hybridj; break; case GSL_MULTIROOT_FDFSOLVER_NEWTON: return gsl_multiroot_fdfsolver_newton; break; case GSL_MULTIROOT_FDFSOLVER_GNEWTON: return gsl_multiroot_fdfsolver_gnewton; break; default: rb_raise(rb_eTypeError, "%d: unknown algorithm", FIX2INT(t)); break; } break; default: rb_raise(rb_eTypeError, "wrong type argument (Fixnum or String expected)"); break; } } static VALUE rb_gsl_multiroot_fsolver_new(VALUE klass, VALUE t, VALUE n) { gsl_multiroot_fsolver *s = NULL; const gsl_multiroot_fsolver_type *T; CHECK_FIXNUM(n); T = get_fsolver_type(t); s = gsl_multiroot_fsolver_alloc(T, FIX2INT(n)); return Data_Wrap_Struct(klass, 0, gsl_multiroot_fsolver_free, s); } static VALUE rb_gsl_multiroot_fsolver_set(VALUE obj, VALUE vf, VALUE vx) { gsl_multiroot_fsolver *s = NULL; gsl_multiroot_function *f = NULL; gsl_vector *x = NULL; int flag = 0, status; CHECK_MULTIROOT_FUNCTION(vf); Data_Get_Struct(obj, gsl_multiroot_fsolver, s); Data_Get_Struct(vf, gsl_multiroot_function, f); if (TYPE(vx) == T_ARRAY) { x = gsl_vector_alloc(s->f->size); cvector_set_from_rarray(x, vx); flag = 1; } else { Data_Get_Vector(vx, x); } status = gsl_multiroot_fsolver_set(s, f, x); if (flag == 1) gsl_vector_free(x); return INT2FIX(status); } static VALUE rb_gsl_multiroot_fsolver_name(VALUE obj) { gsl_multiroot_fsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return rb_str_new2(gsl_multiroot_fsolver_name(s)); } static VALUE rb_gsl_multiroot_fsolver_iterate(VALUE obj) { gsl_multiroot_fsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return INT2FIX(gsl_multiroot_fsolver_iterate(s)); } static VALUE rb_gsl_multiroot_fsolver_root(VALUE obj) { gsl_multiroot_fsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, gsl_multiroot_fsolver_root(s)); } static VALUE rb_gsl_multiroot_fsolver_x(VALUE obj) { gsl_multiroot_fsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, s->x); } static VALUE rb_gsl_multiroot_fsolver_dx(VALUE obj) { gsl_multiroot_fsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, s->dx); } static VALUE rb_gsl_multiroot_fsolver_f(VALUE obj) { gsl_multiroot_fsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, s->f); } static VALUE rb_gsl_multiroot_fsolver_test_delta(VALUE obj, VALUE ea, VALUE er) { gsl_multiroot_fsolver *s = NULL; Need_Float(ea); Need_Float(er); Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return INT2FIX(gsl_multiroot_test_delta(s->dx, s->x, NUM2DBL(ea), NUM2DBL(er))); } static VALUE rb_gsl_multiroot_fsolver_test_residual(VALUE obj, VALUE ea) { gsl_multiroot_fsolver *s = NULL; Need_Float(ea); Data_Get_Struct(obj, gsl_multiroot_fsolver, s); return INT2FIX(gsl_multiroot_test_residual(s->f, NUM2DBL(ea))); } /***/ static VALUE rb_gsl_multiroot_fdfsolver_new(VALUE klass, VALUE t, VALUE n) { gsl_multiroot_fdfsolver *s = NULL; const gsl_multiroot_fdfsolver_type *T; CHECK_FIXNUM(n); T = get_fdfsolver_type(t); s = gsl_multiroot_fdfsolver_alloc(T, FIX2INT(n)); return Data_Wrap_Struct(klass, 0, gsl_multiroot_fdfsolver_free, s); } static VALUE rb_gsl_multiroot_fdfsolver_set(VALUE obj, VALUE vf, VALUE vx) { gsl_multiroot_fdfsolver *s = NULL; gsl_multiroot_function_fdf *f = NULL; gsl_vector *x = NULL; int flag = 0, status; CHECK_MULTIROOT_FUNCTION_FDF(vf); Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); Data_Get_Struct(vf, gsl_multiroot_function_fdf, f); if (TYPE(vx) == T_ARRAY) { x = gsl_vector_alloc(s->f->size); cvector_set_from_rarray(x, vx); flag = 1; } else { Data_Get_Vector(vx, x); } status = gsl_multiroot_fdfsolver_set(s, f, x); if (flag == 0) gsl_vector_free(x); return INT2FIX(status); } static VALUE rb_gsl_multiroot_fdfsolver_name(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return rb_str_new2(gsl_multiroot_fdfsolver_name(s)); } static VALUE rb_gsl_multiroot_fdfsolver_iterate(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return INT2FIX(gsl_multiroot_fdfsolver_iterate(s)); } static VALUE rb_gsl_multiroot_fdfsolver_root(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, gsl_multiroot_fdfsolver_root(s)); } static VALUE rb_gsl_multiroot_fdfsolver_x(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, s->x); } static VALUE rb_gsl_multiroot_fdfsolver_dx(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, s->dx); } static VALUE rb_gsl_multiroot_fdfsolver_f(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return Data_Wrap_Struct(cgsl_vector_view_ro, 0, NULL, s->f); } static VALUE rb_gsl_multiroot_fdfsolver_J(VALUE obj) { gsl_multiroot_fdfsolver *s = NULL; Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return Data_Wrap_Struct(cgsl_matrix_view_ro, 0, NULL, s->J); } static VALUE rb_gsl_multiroot_fdfsolver_test_delta(VALUE obj, VALUE ea, VALUE er) { gsl_multiroot_fdfsolver *s = NULL; Need_Float(ea); Need_Float(er); Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return INT2FIX(gsl_multiroot_test_delta(s->dx, s->x, NUM2DBL(ea), NUM2DBL(er))); } static VALUE rb_gsl_multiroot_fdfsolver_test_residual(VALUE obj, VALUE ea) { gsl_multiroot_fdfsolver *s = NULL; Need_Float(ea); Data_Get_Struct(obj, gsl_multiroot_fdfsolver, s); return INT2FIX(gsl_multiroot_test_residual(s->f, NUM2DBL(ea))); } static VALUE rb_gsl_multiroot_test_delta(VALUE obj, VALUE vdx, VALUE vx, VALUE ea, VALUE er) { gsl_vector *dx = NULL, *x = NULL; Need_Float(ea); Need_Float(er); Data_Get_Struct(vdx, gsl_vector, dx); Data_Get_Struct(vx, gsl_vector, x); return INT2FIX(gsl_multiroot_test_delta(dx, x, NUM2DBL(ea), NUM2DBL(er))); } static VALUE rb_gsl_multiroot_test_residual(VALUE obj, VALUE vf, VALUE ea) { gsl_vector *f = NULL; Need_Float(ea); Data_Get_Struct(vf, gsl_vector, f); return INT2FIX(gsl_multiroot_test_residual(f, NUM2DBL(ea))); } static VALUE rb_gsl_multiroot_fsolver_fsolve(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_fsolver *s = NULL; int iter = 0, itmp = 0, i, status, max_iter = 1000; double eps = 1e-7; gsl_vector *xnew = NULL; switch (TYPE(obj)) { case T_MODULE: case T_CLASS: case T_OBJECT: Data_Get_Struct(argv[0], gsl_multiroot_fsolver, s); itmp = 1; break; default: Data_Get_Struct(obj, gsl_multiroot_fsolver, s); itmp = 0; break; } for (i = itmp; i < argc; i++) { switch (argv[i]) { case T_FIXNUM: max_iter = FIX2INT(argv[i]); break; case T_FLOAT: eps = NUM2DBL(argv[i]); break; default: rb_raise(rb_eTypeError, "wrong type of argument %s (Fixnum or Float expected)", rb_class2name(CLASS_OF(argv[i]))); break; } } do { iter++; status = gsl_multiroot_fsolver_iterate (s); if (status) break; status = gsl_multiroot_test_residual(s->f, eps); } while (status == GSL_CONTINUE && iter < max_iter); xnew = gsl_vector_alloc(s->x->size); gsl_vector_memcpy(xnew, gsl_multiroot_fsolver_root(s)); return rb_ary_new3(3, Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, xnew), INT2FIX(iter), INT2FIX(status)); } /* singleton */ static VALUE rb_gsl_multiroot_fdjacobian(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_function *F = NULL, func; gsl_multiroot_function_fdf *fdf = NULL; gsl_vector *x = NULL, *f = NULL; gsl_matrix *J = NULL; double eps; int status; if (argc != 4 && argc != 5) rb_raise(rb_eArgError, "wrong number of arguments (%d for 4 or 5)", argc); if (rb_obj_is_kind_of(argv[0], cgsl_multiroot_function_fdf)) { Data_Get_Struct(argv[0], gsl_multiroot_function_fdf, fdf); func.f = fdf->f; func.n = fdf->n; func.params = fdf->params; F = &func; } else if (rb_obj_is_kind_of(argv[0], cgsl_multiroot_function)) { Data_Get_Struct(argv[0], gsl_multiroot_function, F); } else { rb_raise(rb_eArgError, "wrong argument type %s (MultiRoot::Function or MultiRoot::Function_fdf expected)", rb_class2name(CLASS_OF(argv[0]))); } Need_Float(argv[3]); Data_Get_Vector(argv[1], x); Data_Get_Vector(argv[2], f); eps = NUM2DBL(argv[3]); if (argc == 4) { J = gsl_matrix_alloc(F->n, F->n); status = gsl_multiroot_fdjacobian(F, x, f, eps, J); return rb_ary_new3(2, Data_Wrap_Struct(cgsl_matrix, 0, gsl_matrix_free, J), INT2FIX(status)); } else { Data_Get_Struct(argv[4], gsl_matrix, J); status = gsl_multiroot_fdjacobian(F, x, f, eps, J); return rb_ary_new3(2, argv[4], INT2FIX(status)); } } static VALUE rb_gsl_multiroot_function_get_f(VALUE obj) { gsl_multiroot_function_fdf *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); return rb_ary_entry(((VALUE) F->params), 0); } static VALUE rb_gsl_multiroot_function_fdf_get_f(VALUE obj) { gsl_multiroot_function_fdf *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); return rb_ary_entry(((VALUE) F->params), 0); } static VALUE rb_gsl_multiroot_function_fdf_get_df(VALUE obj) { gsl_multiroot_function_fdf *F = NULL; Data_Get_Struct(obj, gsl_multiroot_function_fdf, F); return rb_ary_entry(((VALUE) F->params), 1); } static VALUE rb_gsl_multiroot_function_solve(int argc, VALUE *argv, VALUE obj) { gsl_multiroot_function *F = NULL; gsl_vector *x0 = NULL, *xnew; int flag = 0; double epsabs = 1e-7; size_t max_iter = 10000, iter = 0, i; gsl_multiroot_fsolver_type *T = (gsl_multiroot_fsolver_type *) gsl_multiroot_fsolver_hybrids; gsl_multiroot_fsolver *s = NULL; int status; if (argc < 1) rb_raise(rb_eArgError, "too few arguments (%d for >= 1)", argc); Data_Get_Struct(obj, gsl_multiroot_function, F); switch (argc) { case 4: case 3: case 2: for (i = 1; (int) i < argc; i++) { switch (TYPE(argv[i])) { case T_STRING: T = (gsl_multiroot_fsolver_type *) get_fsolver_type(argv[i]); break; case T_FLOAT: epsabs = NUM2DBL(argv[i]); break; case T_FIXNUM: max_iter = FIX2INT(argv[i]); break; } } /* no break */ case 1: if (TYPE(argv[0]) == T_ARRAY) { // if (RARRAY(argv[0])->len != F->n) if (RARRAY_LEN(argv[0]) != (int) F->n) rb_raise(rb_eRangeError, "array size are different."); x0 = gsl_vector_alloc(F->n); for (i = 0; i < x0->size; i++) gsl_vector_set(x0, i, NUM2DBL(rb_ary_entry(argv[0], i))); flag = 1; } else { Data_Get_Vector(argv[0], x0); flag = 0; } break; default: rb_raise(rb_eArgError, "too many arguments (%d for 1 - 4)", argc); break; } s = gsl_multiroot_fsolver_alloc (T, F->n); gsl_multiroot_fsolver_set (s, F, x0); do { iter++; status = gsl_multiroot_fsolver_iterate (s); if (status) break; status = gsl_multiroot_test_residual(s->f, epsabs); } while (status == GSL_CONTINUE && iter < max_iter); xnew = gsl_vector_alloc(x0->size); gsl_vector_memcpy(xnew, s->x); gsl_multiroot_fsolver_free (s); if (flag == 1) gsl_vector_free(x0); return rb_ary_new3(3, Data_Wrap_Struct(cgsl_vector, 0, gsl_vector_free, xnew), INT2FIX(iter), INT2FIX(status)); } void Init_gsl_multiroot(VALUE module) { VALUE mgsl_multiroot; VALUE cgsl_multiroot_fdfsolver, cgsl_multiroot_fsolver; mgsl_multiroot = rb_define_module_under(module, "MultiRoot"); rb_define_singleton_method(mgsl_multiroot, "test_delta", rb_gsl_multiroot_test_delta, 4); rb_define_singleton_method(mgsl_multiroot, "test_residual", rb_gsl_multiroot_test_residual, 2); rb_define_singleton_method(mgsl_multiroot, "fdjacobian", rb_gsl_multiroot_fdjacobian, -1); /* multiroot_function */ cgsl_multiroot_function = rb_define_class_under(mgsl_multiroot, "Function", cgsl_function); rb_define_singleton_method(cgsl_multiroot_function, "alloc", rb_gsl_multiroot_function_new, -1); rb_define_method(cgsl_multiroot_function, "eval", rb_gsl_multiroot_function_eval, 1); rb_define_alias(cgsl_multiroot_function, "call", "eval"); rb_define_method(cgsl_multiroot_function, "set", rb_gsl_multiroot_function_set_f, -1); rb_define_method(cgsl_multiroot_function, "set_params", rb_gsl_multiroot_function_set_params, -1); rb_define_method(cgsl_multiroot_function, "params", rb_gsl_multiroot_function_params, 0); rb_define_method(cgsl_multiroot_function, "n", rb_gsl_multiroot_function_n, 0); rb_define_method(cgsl_multiroot_function, "f", rb_gsl_multiroot_function_get_f, 0); /* multiroot_function_fdf */ cgsl_multiroot_function_fdf = rb_define_class_under(mgsl_multiroot, "Function_fdf", cgsl_multiroot_function); rb_define_singleton_method(cgsl_multiroot_function_fdf, "alloc", rb_gsl_multiroot_function_fdf_new, -1); rb_define_method(cgsl_multiroot_function_fdf, "set", rb_gsl_multiroot_function_fdf_set, -1); rb_define_method(cgsl_multiroot_function_fdf, "set_params", rb_gsl_multiroot_function_fdf_set_params, -1); rb_define_method(cgsl_multiroot_function_fdf, "params", rb_gsl_multiroot_function_fdf_params, 0); rb_define_method(cgsl_multiroot_function_fdf, "n", rb_gsl_multiroot_function_fdf_n, 0); rb_define_method(cgsl_multiroot_function_fdf, "f", rb_gsl_multiroot_function_fdf_get_f, 0); rb_define_method(cgsl_multiroot_function_fdf, "df", rb_gsl_multiroot_function_fdf_get_df, 0); /* solver */ cgsl_multiroot_fsolver = rb_define_class_under(mgsl_multiroot, "FSolver", cGSL_Object); cgsl_multiroot_fdfsolver = rb_define_class_under(mgsl_multiroot, "FdfSolver", cgsl_multiroot_fsolver); rb_define_singleton_method(cgsl_multiroot_fsolver, "alloc", rb_gsl_multiroot_fsolver_new, 2); rb_define_singleton_method(cgsl_multiroot_fdfsolver, "alloc", rb_gsl_multiroot_fdfsolver_new, 2); rb_define_method(cgsl_multiroot_fsolver, "set", rb_gsl_multiroot_fsolver_set, 2); rb_define_method(cgsl_multiroot_fsolver, "name", rb_gsl_multiroot_fsolver_name, 0); rb_define_method(cgsl_multiroot_fsolver, "iterate", rb_gsl_multiroot_fsolver_iterate, 0); rb_define_method(cgsl_multiroot_fsolver, "root", rb_gsl_multiroot_fsolver_root, 0); rb_define_method(cgsl_multiroot_fsolver, "x", rb_gsl_multiroot_fsolver_x, 0); rb_define_method(cgsl_multiroot_fsolver, "dx", rb_gsl_multiroot_fsolver_dx, 0); rb_define_method(cgsl_multiroot_fsolver, "f", rb_gsl_multiroot_fsolver_f, 0); rb_define_method(cgsl_multiroot_fsolver, "test_delta", rb_gsl_multiroot_fsolver_test_delta, 2); rb_define_method(cgsl_multiroot_fsolver, "test_residual", rb_gsl_multiroot_fsolver_test_residual, 1); rb_define_method(cgsl_multiroot_fdfsolver, "set", rb_gsl_multiroot_fdfsolver_set, 2); rb_define_method(cgsl_multiroot_fdfsolver, "name", rb_gsl_multiroot_fdfsolver_name, 0); rb_define_method(cgsl_multiroot_fdfsolver, "iterate", rb_gsl_multiroot_fdfsolver_iterate, 0); rb_define_method(cgsl_multiroot_fdfsolver, "root", rb_gsl_multiroot_fdfsolver_root, 0); rb_define_method(cgsl_multiroot_fdfsolver, "x", rb_gsl_multiroot_fdfsolver_x, 0); rb_define_method(cgsl_multiroot_fdfsolver, "dx", rb_gsl_multiroot_fdfsolver_dx, 0); rb_define_method(cgsl_multiroot_fdfsolver, "f", rb_gsl_multiroot_fdfsolver_f, 0); rb_define_method(cgsl_multiroot_fdfsolver, "J", rb_gsl_multiroot_fdfsolver_J, 0); rb_define_alias(cgsl_multiroot_fdfsolver, "jac", "J"); rb_define_alias(cgsl_multiroot_fdfsolver, "jacobian", "J"); rb_define_method(cgsl_multiroot_fdfsolver, "test_delta", rb_gsl_multiroot_fdfsolver_test_delta, 2); rb_define_method(cgsl_multiroot_fdfsolver, "test_residual", rb_gsl_multiroot_fdfsolver_test_residual, 1); multiroot_define_const(cgsl_multiroot_fdfsolver, cgsl_multiroot_fsolver); rb_define_method(cgsl_multiroot_fsolver, "fsolve", rb_gsl_multiroot_fsolver_fsolve, -1); rb_define_alias(cgsl_multiroot_fsolver, "solve", "fsolve"); rb_define_singleton_method(cgsl_multiroot_fsolver, "fsolve", rb_gsl_multiroot_fsolver_fsolve, -1); rb_define_singleton_method(cgsl_multiroot_fsolver, "solve", rb_gsl_multiroot_fsolver_fsolve, -1); /*****/ rb_define_method(cgsl_multiroot_function, "solve", rb_gsl_multiroot_function_solve, -1); rb_define_alias(cgsl_multiroot_function, "fsolve", "solve"); } #ifdef CHECK_MULTIROOT_FUNCTION #undef CHECK_MULTIROOT_FUNCTION #endif #ifdef CHECK_MULTIROOT_FUNCTION_FDF #undef CHECK_MULTIROOT_FUNCTION_FDF #endif